Can I import a slide show from Photos to Keynote?

A Photos slide show is not directly available to Keynote unless it has been exported.

An exported slideshow from Photos is an mpeg4 video file, it is not a set of individual images.

To use the video slideshow file in Keynote, Drag and drop the m4v file onto a slide.

If you want individual images, import these using the Media button in the tool bar, you are required to import images one by one.

Alternatively in Photos, select the images you want, export them then drag and drop them into the Navigator in Keynote.